ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-135 |
117-185 |
0-050 |
0.1% |
117-225 |
| High |
117-265 |
117-207 |
-0-058 |
-0.2% |
118-155 |
| Low |
117-092 |
117-062 |
-0-030 |
-0.1% |
116-302 |
| Close |
117-142 |
117-077 |
-0-065 |
-0.2% |
117-140 |
| Range |
0-173 |
0-145 |
-0-028 |
-16.2% |
1-173 |
| ATR |
0-190 |
0-187 |
-0-003 |
-1.7% |
0-000 |
| Volume |
219,449 |
83,630 |
-135,819 |
-61.9% |
4,655,856 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
118-139 |
117-157 |
|
| R3 |
118-085 |
117-314 |
117-117 |
|
| R2 |
117-260 |
117-260 |
117-104 |
|
| R1 |
117-169 |
117-169 |
117-090 |
117-142 |
| PP |
117-115 |
117-115 |
117-115 |
117-102 |
| S1 |
117-024 |
117-024 |
117-064 |
116-317 |
| S2 |
116-290 |
116-290 |
117-050 |
|
| S3 |
116-145 |
116-199 |
117-037 |
|
| S4 |
116-000 |
116-054 |
116-317 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
121-122 |
118-091 |
|
| R3 |
120-225 |
119-269 |
117-276 |
|
| R2 |
119-052 |
119-052 |
117-230 |
|
| R1 |
118-096 |
118-096 |
117-185 |
117-308 |
| PP |
117-199 |
117-199 |
117-199 |
117-145 |
| S1 |
116-243 |
116-243 |
117-095 |
116-134 |
| S2 |
116-026 |
116-026 |
117-050 |
|
| S3 |
114-173 |
115-070 |
117-004 |
|
| S4 |
113-000 |
113-217 |
116-189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-287 |
116-302 |
0-305 |
0.8% |
0-186 |
0.5% |
31% |
False |
False |
697,223 |
| 10 |
118-155 |
116-302 |
1-173 |
1.3% |
0-188 |
0.5% |
19% |
False |
False |
714,775 |
| 20 |
118-155 |
115-300 |
2-175 |
2.2% |
0-209 |
0.6% |
51% |
False |
False |
677,489 |
| 40 |
118-155 |
114-050 |
4-105 |
3.7% |
0-172 |
0.5% |
71% |
False |
False |
565,037 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-151 |
0.4% |
73% |
False |
False |
514,578 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-140 |
0.4% |
73% |
False |
False |
437,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-183 |
|
2.618 |
118-267 |
|
1.618 |
118-122 |
|
1.000 |
118-032 |
|
0.618 |
117-297 |
|
HIGH |
117-207 |
|
0.618 |
117-152 |
|
0.500 |
117-134 |
|
0.382 |
117-117 |
|
LOW |
117-062 |
|
0.618 |
116-292 |
|
1.000 |
116-237 |
|
1.618 |
116-147 |
|
2.618 |
116-002 |
|
4.250 |
115-086 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-134 |
117-128 |
| PP |
117-115 |
117-111 |
| S1 |
117-096 |
117-094 |
|